+262.9%
VFC vs VSAT
+1,485.7%
-1,222.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.7% | +1.6% |
| 7D | -1.6% | +11.8% | -13.4% | -3.3% |
| 30D | -11.6% | -7.0% | -4.6% | -10.8% |
| 3M | -18.1% | +3.3% | -21.4% | -19.9% |
| 6M | -27.4% | +57.4% | -84.8% | -34.0% |
| YTD | -24.8% | +118.6% | -143.4% | -35.8% |
| 1Y | -8.2% | +150.2% | -158.4% | -24.1% |
| 3Y | -29.1% | +160.7% | -189.8% | -46.8% |
| 5Y | -79.2% | +51.2% | -130.3% | -83.8% |
| 10Y | -68.1% | -0.7% | -67.4% | -74.7% |
| All | +262.9% | +1,485.7% | -1,222.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling